The Irish Times has reprinted an article that appeared in a London magazine in 1890, in which Yeats - then an up-and-coming poet rather than a cultural titan - is quite explicit about his belief in supernatural entities. It makes for fascinating reading, especially when you realise that, as a convinced Spiritualist, Yeats was also keen on contacting legendary figures from Irish history and folklore.
Here's a brief extract.
Sligo is, indeed, a great place for fairy pillaging of this kind. In the side of Ben Bulben is a white square in the limestone. It is said to be the door of fairyland. There is no more inaccessible place in existence than this white square door; no human foot has ever gone near it, not even the mountain goats can browse the saxifrage beside its mysterious whiteness. Tradition says that it swings open at nightfall and lets pour through an unearthly troop of hurrying spirits. To those gifted to hear their voices the air will be full at such a moment with a sound like whistling. Many have been carried away out of the neighbouring villages by this troop of riders.